Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.508274 0.567163 0.632888 0.712221 0.806114 0.914616 1.050844
2024-12-01 00:00:00+00:00 0.418599 0.487673 0.569690 0.675720 0.811371 0.982278 1.219235
2024-12-08 00:00:00+00:00 0.359561 0.432218 0.522527 0.645554 0.812966 1.039489 1.381812
2024-12-15 00:00:00+00:00 0.330676 0.408952 0.510423 0.655676 0.865597 1.170941 1.676628
2024-12-22 00:00:00+00:00 0.312439 0.396444 0.509613 0.679325 0.939315 1.346007 2.087966
2024-12-29 00:00:00+00:00 0.293129 0.379907 0.500628 0.689002 0.992752 1.500421 2.516478
2025-01-05 00:00:00+00:00 0.275858 0.364148 0.490474 0.694713 1.039856 1.654006 3.001561
2025-01-12 00:00:00+00:00 0.258335 0.346218 0.474936 0.689383 1.066786 1.776920 3.474787
2025-01-19 00:00:00+00:00 0.237702 0.321965 0.447433 0.661004 1.048137 1.807603 3.748622
2025-01-26 00:00:00+00:00 0.227569 0.312495 0.441691 0.667917 1.094561 1.980916 4.473370
2025-02-02 00:00:00+00:00 0.218841 0.304395 0.437206 0.676148 1.144544 2.175366 5.382232
2025-02-09 00:00:00+00:00 0.207882 0.292008 0.424654 0.668390 1.161080 2.297488 6.151735
2025-02-16 00:00:00+00:00 0.198706 0.282166 0.416056 0.667987 1.195418 2.480775 7.329301
2025-02-23 00:00:00+00:00 0.185427 0.264938 0.393758 0.639484 1.164577 2.486993 7.817704
2025-03-02 00:00:00+00:00 0.173903 0.249910 0.374201 0.614375 1.137749 2.498594 8.362584
2025-03-09 00:00:00+00:00 0.169333 0.245937 0.373366 0.625608 1.196004 2.773611 10.561070
2025-03-16 00:00:00+00:00 0.166955 0.245373 0.378350 0.648901 1.287591 3.190306 14.400187
2025-03-23 00:00:00+00:00 0.162722 0.241403 0.376884 0.658698 1.347930 3.535230 18.721051
2025-03-30 00:00:00+00:00 0.158232 0.236714 0.373725 0.664506 1.399288 3.875907 24.260211
2025-04-06 00:00:00+00:00 0.152678 0.229882 0.366100 0.659766 1.421276 4.116868 29.895100
2025-04-13 00:00:00+00:00 0.144746 0.218539 0.349332 0.633213 1.377664 4.070597 31.694398
2025-04-20 00:00:00+00:00 0.141416 0.215117 0.347378 0.639821 1.431052 4.474713 43.126767
2025-04-27 00:00:00+00:00 0.138419 0.212120 0.346018 0.647632 1.489998 4.946300 61.376237